Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Workshop: Jour Fixe Winter 2015

21.01.2015. The Winter Jour Fixe this year brought along many participants across economics, statistics and mathematics departments from Humboldt and other universities from Europe, North America and Asia. Prof. Wolfgang Härdle gave a warm welcome to the Jour Fixe participants as well as visiting guests such as Prof. Rohit Deo (NYU Stern), Meng Jou Lu (National Chiao Tong University), Yun Cheng Tsai (National Taiwan University) and Frank Tan (Singapore Management University). This was followed by Lining Yu (IRTG student), giving an introduction to the newly developed CRC Financial Risk Index, also known as financial risk meter.